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Direct MessagesDate/Time: Mon, 13 May 2024 15:08:52 +0000
Post From: Unable to accurately set rollover rule for ICE Gasoil
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There is a difference between the last trading day, and the day that speculators rollover to the next contract month to avoid delivery. This is a commodity futures contract, so it does not make sense for the rollover to occur within the delivery month. The last trading day specifications do not apply. In this particular market, most likely the rollover is somewhere between 1 to 3 days at the end of the month before the delivery month. But that has to be confirmed by a volume-based rollover. Sierra Chart Support - Engineering Level Your definitive source for support. Other responses are from users. Try to keep your questions brief and to the point. Be aware of support policy: https://www.sierrachart.com/index.php?l=PostingInformation.php#GeneralInformation For the most reliable, advanced, and zero cost futures order routing, *change* to the Teton service: Sierra Chart Teton Futures Order Routing Date Time Of Last Edit: 2015-04-17 09:46:06
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